Pearson correlation - overview

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$\rho$ is the unknown Pearson correlation in the population, $\rho_0$ is the correlation in the population according to the null hypothesis (usually 0). The Pearson correlation is a measure for the strength and direction of the linear relationship between two variables of at least interval measurement level.

In the population, the two variables are jointly normally distributed (this covers the normality, homoscedasticity, and linearity assumptions)

Sample of pairs is a simple random sample from the population of pairs. That is, pairs are independent of one another

Note: these assumptions are only important for the significance test and confidence interval, not for the correlation coefficient itself. The correlation coefficient just measures the strength of the linear relationship between two variables.

where $r_{Fisher} = \frac{1}{2} \times \log\Bigg(\dfrac{1 + r}{1 - r} \Bigg )$ and $z^*$ is the value under the normal curve with the area $C / 100$ between $-z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval).
Then transform back to get approximate $C$% confidence interval for $\rho$:

The Pearson correlation coefficient is a measure for the linear relationship between two quantitative variables.

The Pearson correlation coefficient squared reflects the proportion of variance explained in one variable by the other variable.

The Pearson correlation coefficient can take on values between -1 (perfect negative relationship) and 1 (perfect positive relationship). A value of 0 means no linear relationship.

The absolute size of the Pearson correlation coefficient is not affected by any linear transformation of the variables. However, the sign of the Pearson correlation will flip when the scores on one of the two variables are multiplied by a negative number (reversing the direction of measurement of that variable).For example:

the correlation between $x$ and $y$ is equivalent to the correlation between $3x + 5$ and $2y - 6$.

the absolute value of the correlation between $x$ and $y$ is equivalent to the absolute value of the correlation between $-3x + 5$ and $2y - 6$. However, the signs of the two correlation coefficients will be in opposite directions, due to the multiplication of $x$ by $-3$.

The Pearson correlation coefficient does not say anything about causality.